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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
+6.57%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$47.8B
AUM Growth
+$11.4B
Cap. Flow
+$7.61B
Cap. Flow %
15.94%
Top 10 Hldgs %
9.33%
Holding
2,816
New
319
Increased
937
Reduced
1,037
Closed
310

Top Buys

Rank Stock Value
1
LYB icon
LyondellBasell Industries
LYB
+$320M
2
GILD icon
Gilead Sciences
GILD
+$266M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$213M
4
TEL icon
TE Connectivity
TEL
+$179M
5
MRK icon
Merck
MRK
+$179M

Top Sells

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$211M
2
CNVR
CONVERSANT INC COM STK (DE)
CNVR
+$117M
3
EOG icon
EOG Resources
EOG
+$106M
4
CNQR
CONCUR TECHNOLOGIES INC
CNQR
+$102M
5
CPWR
COMPUWARE CORP
CPWR
+$99.8M

Sector Composition

Rank Sector Weight
1 Healthcare 15.14%
2 Technology 13.98%
3 Financials 11.82%
4 Industrials 9.05%
5 Consumer Discretionary 7.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
OXSQ icon
2276
Oxford Square Capital
OXSQ
$157M
$190K ﹤0.01%
25,259
-12,452
-33% -$105K
MXWL
2277
DELISTED
Maxwell Technologies Inc
MXWL
$190K ﹤0.01%
20,800
-10,900
-34% -$106K
DXLG icon
2278
Destination XL Group
DXLG
$35.4M
$189K ﹤0.01%
34,634
-2,900
-8% -$14.6K
EFR
2279
Eaton Vance Senior Floating-Rate Fund
EFR
$317M
$188K ﹤0.01%
+13,706
New +$192K
MHF
2280
Western Asset Municipal High Income Fund
MHF
$153M
$188K ﹤0.01%
24,410
-8,669
-26% -$64.1K
RES icon
2281
RPC Inc
RES
$1.3B
$188K ﹤0.01%
14,400
-185,286
-93% -$2.85M
CORT icon
2282
Corcept Therapeutics
CORT
$12B
$187K ﹤0.01%
62,400
-22,800
-27% -$69.5K
ISSI
2283
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$184K ﹤0.01%
11,083
-2,600
-19% -$37.2K
MYN icon
2284
BlackRock MuniYield New York Quality Fund
MYN
$377M
$182K ﹤0.01%
+14,009
New +$182K
CYTR
2285
DELISTED
CytRx Corp
CYTR
$182K ﹤0.01%
11,100
-1,167
-10% -$18.2K
GTT
2286
DELISTED
GTT Communications, Inc.
GTT
$181K ﹤0.01%
13,700
+1,100
+9% +$14.1K
VNDA icon
2287
Vanda Pharmaceuticals
VNDA
$302M
$178K ﹤0.01%
12,413
-31,900
-72% -$377K
DZSI
2288
DELISTED
DZS Inc. Common Stock
DZSI
$178K ﹤0.01%
20,119
-3,920
-16% -$42.2K
EROC
2289
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$177K ﹤0.01%
80,674
+40,360
+100% +$118K
NYRT
2290
DELISTED
New York REIT, Inc.
NYRT
$174K ﹤0.01%
1,640
-4,950
-75% -$538K
NQM
2291
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$172K ﹤0.01%
11,289
-20,010
-64% -$299K
ICAD
2292
DELISTED
iCAD Inc
ICAD
$171K ﹤0.01%
18,600
– –
SAAS
2293
DELISTED
inContact, Inc.
SAAS
$171K ﹤0.01%
19,500
-5,800
-23% -$48.6K
BEAT
2294
DELISTED
BioTelemetry, Inc.
BEAT
$170K ﹤0.01%
16,971
-26,700
-61% -$229K
ARCC icon
2295
Ares Capital
ARCC
$14.4B
$169K ﹤0.01%
10,800
-143,432
-93% -$2.29M
GOL
2296
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$167K ﹤0.01%
14,550
-41,250
-74% -$423K
GCAP
2297
DELISTED
Gain Capital Holdings, Inc.
GCAP
$167K ﹤0.01%
18,483
-19,800
-52% -$161K
CBK
2298
DELISTED
Christopher & Banks Corporation
CBK
$167K ﹤0.01%
29,207
-1,500
-5% -$9.56K
MNP
2299
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$164K ﹤0.01%
11,064
-1,722
-13% -$25.5K
KWK
2300
DELISTED
QUICKSILVER RESOURCES INC
KWK
$163K ﹤0.01%
820,889
-225,511
-22% -$104K
90 91
92
93 94

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AQR Capital Management's Q4 2014 Portfolio in Review

As of Q4 2014, AQR Capital Management held 2,816 positions worth $47.8B, up 31% from $36.4B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.

AQR Capital Management deployed $7.61B of net new capital in Q4 2014, opening 319 new positions and adding to 937 existing holdings. Its largest new stake was LyondellBasell Industries: 3,695,296 shares worth $293M.

By sector, the portfolio is most concentrated in Healthcare at 15% of assets, up from 14% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was EOG Resources, an estimated $106M trimmed.

  • AQR Capital Management's largest Q4 2014 buy was LyondellBasell Industries: 3,695,296 shares worth $293M.
  • AQR Capital Management added most to Gilead Sciences in Q4 2014, an estimated $266M increase.
  • AQR Capital Management's biggest Q4 2014 reduction was EOG Resources, cutting an estimated $106M.
  • AQR Capital Management fully exited Shire pic in Q4 2014, selling an estimated $211M.
  • AQR Capital Management's ten largest holdings make up 9.3% of its $47.8B portfolio in Q4 2014.
  • AQR Capital Management opened 319 new positions and closed 310 in Q4 2014.
  • AQR Capital Management's portfolio value rose 31% quarter-over-quarter to $47.8B.

Based on AQR Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.